Search results for: genetic modification.
1050 Modification of Rk Equation of State for Liquid and Vapor of Ammonia by Genetic Algorithm
Authors: S. Mousavian, F. Mousavian, V. Nikkhah Rashidabad
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Cubic equations of state like Redlich–Kwong (RK) EOS have been proved to be very reliable tools in the prediction of phase behavior. Despite their good performance in compositional calculations, they usually suffer from weaknesses in the predictions of saturated liquid density. In this research, RK equation was modified. The result of this study show that modified equation has good agreement with experimental data.
Keywords: Equation of state, modification, ammonia, genetic algorithm.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 27731049 Using Genetic Algorithm to Improve Information Retrieval Systems
Authors: Ahmed A. A. Radwan, Bahgat A. Abdel Latef, Abdel Mgeid A. Ali, Osman A. Sadek
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This study investigates the use of genetic algorithms in information retrieval. The method is shown to be applicable to three well-known documents collections, where more relevant documents are presented to users in the genetic modification. In this paper we present a new fitness function for approximate information retrieval which is very fast and very flexible, than cosine similarity fitness function.Keywords: Cosine similarity, Fitness function, Genetic Algorithm, Information Retrieval, Query learning.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 27541048 A Genetic and Simulated Annealing Based Algorithms for Solving the Flow Assignment Problem in Computer Networks
Authors: Tarek M. Mahmoud
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Selecting the routes and the assignment of link flow in a computer communication networks are extremely complex combinatorial optimization problems. Metaheuristics, such as genetic or simulated annealing algorithms, are widely applicable heuristic optimization strategies that have shown encouraging results for a large number of difficult combinatorial optimization problems. This paper considers the route selection and hence the flow assignment problem. A genetic algorithm and simulated annealing algorithm are used to solve this problem. A new hybrid algorithm combining the genetic with the simulated annealing algorithm is introduced. A modification of the genetic algorithm is also introduced. Computational experiments with sample networks are reported. The results show that the proposed modified genetic algorithm is efficient in finding good solutions of the flow assignment problem compared with other techniques.Keywords: Genetic Algorithms, Flow Assignment, Routing, Computer network, Simulated Annealing.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22551047 Gray Level Image Encryption
Authors: Roza Afarin, Saeed Mozaffari
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The aim of this paper is image encryption using Genetic Algorithm (GA). The proposed encryption method consists of two phases. In modification phase, pixels locations are altered to reduce correlation among adjacent pixels. Then, pixels values are changed in the diffusion phase to encrypt the input image. Both phases are performed by GA with binary chromosomes. For modification phase, these binary patterns are generated by Local Binary Pattern (LBP) operator while for diffusion phase binary chromosomes are obtained by Bit Plane Slicing (BPS). Initial population in GA includes rows and columns of the input image. Instead of subjective selection of parents from this initial population, a random generator with predefined key is utilized. It is necessary to decrypt the coded image and reconstruct the initial input image. Fitness function is defined as average of transition from 0 to 1 in LBP image and histogram uniformity in modification and diffusion phases, respectively. Randomness of the encrypted image is measured by entropy, correlation coefficients and histogram analysis. Experimental results show that the proposed method is fast enough and can be used effectively for image encryption.
Keywords: Correlation coefficients, Genetic algorithm, Image encryption, Image entropy.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22381046 Application of Adaptive Genetic Algorithm in Function Optimization
Authors: Panpan Xu, Shulin Sui
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The crossover probability and mutation probability are the two important factors in genetic algorithm. The adaptive genetic algorithm can improve the convergence performance of genetic algorithm, in which the crossover probability and mutation probability are adaptively designed with the changes of fitness value. We apply adaptive genetic algorithm into a function optimization problem. The numerical experiment represents that adaptive genetic algorithm improves the convergence speed and avoids local convergence.
Keywords: Genetic algorithm, Adaptive genetic algorithm, Function optimization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17231045 Genetic Mining: Using Genetic Algorithm for Topic based on Concept Distribution
Authors: S. M. Khalessizadeh, R. Zaefarian, S.H. Nasseri, E. Ardil
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Today, Genetic Algorithm has been used to solve wide range of optimization problems. Some researches conduct on applying Genetic Algorithm to text classification, summarization and information retrieval system in text mining process. This researches show a better performance due to the nature of Genetic Algorithm. In this paper a new algorithm for using Genetic Algorithm in concept weighting and topic identification, based on concept standard deviation will be explored.Keywords: Genetic Algorithm, Text Mining, Term Weighting, Concept Extraction, Concept Distribution.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 37131044 Fractal Dimension: An Index to Quantify Parameters in Genetic Algorithms
Authors: Mahmoud R. Shaghaghian
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Genetic Algorithms (GAs) are direct searching methods which require little information from design space. This characteristic beside robustness of these algorithms makes them to be very popular in recent decades. On the other hand, while this method is employed, there is no guarantee to achieve optimum results. This obliged designer to run such algorithms more than one time to achieve more reliable results. There are many attempts to modify the algorithms to make them more efficient. In this paper, by application of fractal dimension (particularly, Box Counting Method), the complexity of design space are established for determination of mutation and crossover probabilities (Pm and Pc). This methodology is followed by a numerical example for more clarification. It is concluded that this modification will improve efficiency of GAs and make them to bring about more reliable results especially for design space with higher fractal dimensions.Keywords: Genetic Algorithm, Fractal Dimension, BoxCounting Method, Weierstrass-Mandelbrot function.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14661043 Analog Circuit Design using Genetic Algorithm: Modified
Authors: Amod P. Vaze
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Genetic Algorithm has been used to solve wide range of optimization problems. Some researches conduct on applying Genetic Algorithm to analog circuit design automation. These researches show a better performance due to the nature of Genetic Algorithm. In this paper a modified Genetic Algorithm is applied for analog circuit design automation. The modifications are made to the topology of the circuit. These modifications will lead to a more computationally efficient algorithm.
Keywords: Genetic algorithm, analog circuits, design.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22921042 Selective Mutation for Genetic Algorithms
Authors: Sung Hoon Jung
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In this paper, we propose a selective mutation method for improving the performances of genetic algorithms. In selective mutation, individuals are first ranked and then additionally mutated one bit in a part of their strings which is selected corresponding to their ranks. This selective mutation helps genetic algorithms to fast approach the global optimum and to quickly escape local optima. This results in increasing the performances of genetic algorithms. We measured the effects of selective mutation with four function optimization problems. It was found from extensive experiments that the selective mutation can significantly enhance the performances of genetic algorithms.Keywords: Genetic algorithm, selective mutation, function optimization
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18341041 Restartings: A Technique to Improve Classic Genetic Algorithms Performance
Authors: Grigorios N. Beligiannis, Georgios A. Tsirogiannis, Panayotis E. Pintelas
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In this contribution, a way to enhance the performance of the classic Genetic Algorithm is proposed. The idea of restarting a Genetic Algorithm is applied in order to obtain better knowledge of the solution space of the problem. A new operator of 'insertion' is introduced so as to exploit (utilize) the information that has already been collected before the restarting procedure. Finally, numerical experiments comparing the performance of the classic Genetic Algorithm and the Genetic Algorithm with restartings, for some well known test functions, are given.
Keywords: Genetic Algorithms, Restartings, Search space exploration, Search space exploitation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21371040 Initializing K-Means using Genetic Algorithms
Authors: Bashar Al-Shboul, Sung-Hyon Myaeng
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K-Means (KM) is considered one of the major algorithms widely used in clustering. However, it still has some problems, and one of them is in its initialization step where it is normally done randomly. Another problem for KM is that it converges to local minima. Genetic algorithms are one of the evolutionary algorithms inspired from nature and utilized in the field of clustering. In this paper, we propose two algorithms to solve the initialization problem, Genetic Algorithm Initializes KM (GAIK) and KM Initializes Genetic Algorithm (KIGA). To show the effectiveness and efficiency of our algorithms, a comparative study was done among GAIK, KIGA, Genetic-based Clustering Algorithm (GCA), and FCM [19].Keywords: Clustering, Genetic Algorithms, K-means.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21011039 Solving the Quadratic Assignment Problems by a Genetic Algorithm with a New Replacement Strategy
Authors: Yongzhong Wu, Ping Ji
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This paper proposes a genetic algorithm based on a new replacement strategy to solve the quadratic assignment problems, which are NP-hard. The new replacement strategy aims to improve the performance of the genetic algorithm through well balancing the convergence of the searching process and the diversity of the population. In order to test the performance of the algorithm, the instances in QAPLIB, a quadratic assignment problem library, are tried and the results are compared with those reported in the literature. The performance of the genetic algorithm is promising. The significance is that this genetic algorithm is generic. It does not rely on problem-specific genetic operators, and may be easily applied to various types of combinatorial problems.Keywords: Quadratic assignment problem, Genetic algorithm, Replacement strategy, QAPLIB.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 27451038 Application of Hybrid Genetic Algorithm Based on Simulated Annealing in Function Optimization
Authors: Panpan Xu, Shulin Sui, Zongjie Du
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Genetic algorithm is widely used in optimization problems for its excellent global search capabilities and highly parallel processing capabilities; but, it converges prematurely and has a poor local optimization capability in actual operation. Simulated annealing algorithm can avoid the search process falling into local optimum. A hybrid genetic algorithm based on simulated annealing is designed by combining the advantages of genetic algorithm and simulated annealing algorithm. The numerical experiment represents the hybrid genetic algorithm can be applied to solve the function optimization problems efficiently.Keywords: Genetic algorithm, Simulated annealing, Hybrid genetic algorithm, Function optimization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25501037 A Genetic Algorithm Approach for Solving Fuzzy Linear and Quadratic Equations
Authors: M. Hadi Mashinchi, M. Reza Mashinchi, Siti Mariyam H. J. Shamsuddin
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In this paper a genetic algorithms approach for solving the linear and quadratic fuzzy equations Ãx̃=B̃ and Ãx̃2 + B̃x̃=C̃ , where Ã, B̃, C̃ and x̃ are fuzzy numbers is proposed by genetic algorithms. Our genetic based method initially starts with a set of random fuzzy solutions. Then in each generation of genetic algorithms, the solution candidates converge more to better fuzzy solution x̃b . In this proposed method the final reached x̃b is not only restricted to fuzzy triangular and it can be fuzzy number.
Keywords: Fuzzy coefficient, fuzzy equation, genetic algorithms.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21871036 A New Algorithm to Stereo Correspondence Using Rank Transform and Morphology Based On Genetic Algorithm
Authors: Razagh Hafezi, Ahmad Keshavarz, Vida Moshfegh
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This paper presents a novel algorithm of stereo correspondence with rank transform. In this algorithm we used the genetic algorithm to achieve the accurate disparity map. Genetic algorithms are efficient search methods based on principles of population genetic, i.e. mating, chromosome crossover, gene mutation, and natural selection. Finally morphology is employed to remove the errors and discontinuities.Keywords: genetic algorithm, morphology, rank transform, stereo correspondence
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21731035 Statistical Genetic Algorithm
Authors: Mohammad Ali Tabarzad, Caro Lucas, Ali Hamzeh
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Adaptive Genetic Algorithms extend the Standard Gas to use dynamic procedures to apply evolutionary operators such as crossover, mutation and selection. In this paper, we try to propose a new adaptive genetic algorithm, which is based on the statistical information of the population as a guideline to tune its crossover, selection and mutation operators. This algorithms is called Statistical Genetic Algorithm and is compared with traditional GA in some benchmark problems.Keywords: Genetic Algorithms, Statistical Information ofthe Population, PAUX, SSO.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17531034 An Innovative Fuzzy Decision Making Based Genetic Algorithm
Authors: M. A. Sharbafi, M. Shakiba Herfeh, Caro Lucas, A. Mohammadi Nejad
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Several researchers have proposed methods about combination of Genetic Algorithm (GA) and Fuzzy Logic (the use of GA to obtain fuzzy rules and application of fuzzy logic in optimization of GA). In this paper, we suggest a new method in which fuzzy decision making is used to improve the performance of genetic algorithm. In the suggested method, we determine the alleles that enhance the fitness of chromosomes and try to insert them to the next generation. In this algorithm we try to present an innovative vaccination in the process of reproduction in genetic algorithm, with considering the trade off between exploration and exploitation.Keywords: Genetic Algorithm, Fuzzy Decision Making.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16071033 Fuzzy-Genetic Optimal Control for Four Degreeof Freedom Robotic Arm Movement
Authors: V. K. Banga, R. Kumar, Y. Singh
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In this paper, we present optimal control for movement and trajectory planning for four degrees-of-freedom robot using Fuzzy Logic (FL) and Genetic Algorithms (GAs). We have evaluated using Fuzzy Logic (FL) and Genetic Algorithms (GAs) for four degree-of-freedom (4 DOF) robotics arm, Uncertainties like; Movement, Friction and Settling Time in robotic arm movement have been compensated using Fuzzy logic and Genetic Algorithms. The development of a fuzzy genetic optimization algorithm is presented and discussed. The result are compared only GA and Fuzzy GA. This paper describes genetic algorithms, which is designed to optimize robot movement and trajectory. Though the model represents is a general model for redundant structures and could represent any n-link structures. The result is a complete trajectory planning with Fuzzy logic and Genetic algorithms demonstrating the flexibility of this technique of artificial intelligence.Keywords: Inverse kinematics, Genetic algorithms (GAs), Fuzzy logic (FL), Trajectory planning.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22921032 Genetic Algorithms with Oracle for the Traveling Salesman Problem
Authors: Robin Gremlich, Andreas Hamfelt, Héctor de Pereda, Vladislav Valkovsky
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By introducing the concept of Oracle we propose an approach for improving the performance of genetic algorithms for large-scale asymmetric Traveling Salesman Problems. The results have shown that the proposed approach allows overcoming some traditional problems for creating efficient genetic algorithms.
Keywords: Genetic algorithms, Traveling Salesman Problem, optimal decision distribution, oracle.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17211031 Applications of Genetic Programming in Data Mining
Authors: Saleh Mesbah Elkaffas, Ahmed A. Toony
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This paper details the application of a genetic programming framework for induction of useful classification rules from a database of income statements, balance sheets, and cash flow statements for North American public companies. Potentially interesting classification rules are discovered. Anomalies in the discovery process merit further investigation of the application of genetic programming to the dataset for the problem domain.Keywords: Genetic programming, data mining classification rule.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15441030 Fast and Accurate Reservoir Modeling: Genetic Algorithm versus DIRECT Method
Authors: Mohsen Ebrahimi, Milad M. Rabieh
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In this paper, two very different optimization algorithms, Genetic and DIRECT algorithms, are used to history match a bottomhole pressure response for a reservoir with wellbore storage and skin with the best possible analytical model. No initial guesses are available for reservoir parameters. The results show that the matching process is much faster and more accurate for DIRECT method in comparison with Genetic algorithm. It is furthermore concluded that the DIRECT algorithm does not need any initial guesses, whereas Genetic algorithm needs to be tuned according to initial guesses.Keywords: DIRECT algorithm, Genetic algorithm, Analytical modeling, History match
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17561029 Using Morphological and Microsatellite (SSR) Markers to Assess the Genetic Diversity in Alfalfa (Medicago sativa L.)
Authors: T. Cholastova, D. Knotova
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Utilization of diverse germplasm is needed to enhance the genetic diversity of cultivars. The objective of this study was to evaluate the genetic relationships of 98 alfalfa germplasm accessions using morphological traits and SSR markers. From the 98 tested populations, 81 were locals originating in Europe, 17 were introduced from USA, Australia, New Zealand and Canada. Three primers generated 67 polymorphic bands. The average polymorphic information content (PIC) was very high (> 0.90) over all three used primer combinations. Cluster analysis using Unweighted Pair Group Method with Arithmetic Means (UPGMA) and Jaccard´s coefficient grouped the accessions into 2 major clusters with 4 sub-clusters with no correlation between genetic and morphological diversity. The SSR analysis clearly indicated that even with three polymorphic primers, reliable estimation of genetic diversity could be obtained.Keywords: genetic diversity, Medicago sativa L., morphological traits, SSR markers
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 31011028 Genetic Characterization of Barley Genotypes via Inter-Simple Sequence Repeat
Authors: Mustafa Yorgancılar, Emine Atalay, Necdet Akgün, Ali Topal
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In this study, polymerase chain reaction based Inter-simple sequence repeat (ISSR) from DNA fingerprinting techniques were used to investigate the genetic relationships among barley crossbreed genotypes in Turkey. It is important that selection based on the genetic base in breeding programs via ISSR, in terms of breeding time. 14 ISSR primers generated a total of 97 bands, of which 81 (83.35%) were polymorphic. The highest total resolution power (RP) value was obtained from the F2 (0.53) and M16 (0.51) primers. According to the ISSR result, the genetic similarity index changed between 0.64–095; Lane 3 with Line 6 genotypes were the closest, while Line 36 were the most distant ones. The ISSR markers were found to be promising for assessing genetic diversity in barley crossbreed genotypes.
Keywords: Barley, crossbreed, genetic similarity, ISSR.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9191027 Factors Determining Intention to Pursue Genetic Testing for People in Taiwan
Authors: Ju-Chun Chien
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The Ottawa Charter for Health Promotion proposed that the role of health services should shift the focus from cure to prevention. Nowadays, besides having physical examinations, people could also conduct genetic tests to provide important information for diagnosing, treating, and/or preventing illnesses. However, because of the incompletion of the Chinese Genetic Database, people in Taiwan were still unfamiliar with genetic testing. The purposes of the present study were to: (1) Figure out people’s attitudes towards genetic testing. (2) Examine factors that influence people’s intention to pursue genetic testing by means of the Health Belief Model (HBM). A pilot study was conducted on 249 Taiwanese in 2017 to test the feasibility of the self-developed instrument. The reliability and construct validity of scores on the self-developed questionnaire revealed that this HBM-based questionnaire with 40 items was a well-developed instrument. A total of 542 participants were recruited and the valid participants were 535 (99%) between the ages of 20 and 86. Descriptive statistics, one-way ANOVA, two-way contingency table analysis, Pearson’s correlation, and stepwise multiple regression analysis were used in this study. The main results were that only 32 participants (6%) had already undergone genetic testing; moreover, their attitude towards genetic testing was more positive than those who did not have the experience. Compared with people who never underwent genetic tests, those who had gone for genetic testing had higher self-efficacy, greater intention to pursue genetic testing, had academic majors in health-related fields, had chronic and genetic diseases, possessed Catastrophic Illness Cards, and all of them had heard about genetic testing. The variables that best predicted people’s intention to pursue genetic testing were cues to action, self-efficacy, and perceived benefits (the three variables all correlated with one another positively at high magnitudes). To sum up, the HBM could be effective in designing and identifying the needs and priorities of the target population to pursue genetic testing.
Keywords: Genetic testing, intention to pursue genetic testing, Taiwan, health belief model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7011026 A New Heuristic for Improving the Performance of Genetic Algorithm
Authors: Warattapop Chainate, Peeraya Thapatsuwan, Pupong Pongcharoen
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The hybridisation of genetic algorithm with heuristics has been shown to be one of an effective way to improve its performance. In this work, genetic algorithm hybridised with four heuristics including a new heuristic called neighbourhood improvement were investigated through the classical travelling salesman problem. The experimental results showed that the proposed heuristic outperformed other heuristics both in terms of quality of the results obtained and the computational time.Keywords: Genetic Algorithm, Hybridisation, Metaheuristics, Travelling Salesman Problem.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18471025 Development of Heterogeneous Parallel Genetic Simulated Annealing Using Multi-Niche Crowding
Authors: Z. G. Wang, M. Rahman, Y. S. Wong, K. S. Neo
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In this paper, a new hybrid of genetic algorithm (GA) and simulated annealing (SA), referred to as GSA, is presented. In this algorithm, SA is incorporated into GA to escape from local optima. The concept of hierarchical parallel GA is employed to parallelize GSA for the optimization of multimodal functions. In addition, multi-niche crowding is used to maintain the diversity in the population of the parallel GSA (PGSA). The performance of the proposed algorithms is evaluated against a standard set of multimodal benchmark functions. The multi-niche crowding PGSA and normal PGSA show some remarkable improvement in comparison with the conventional parallel genetic algorithm and the breeder genetic algorithm (BGA).Keywords: Crowding, genetic algorithm, parallel geneticalgorithm, simulated annealing.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15861024 Spread Spectrum Code Estimation by Genetic Algorithm
Authors: V. R. Asghari, M. Ardebilipour
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In the context of spectrum surveillance, a method to recover the code of spread spectrum signal is presented, whereas the receiver has no knowledge of the transmitter-s spreading sequence. The approach is based on a genetic algorithm (GA), which is forced to model the received signal. Genetic algorithms (GAs) are well known for their robustness in solving complex optimization problems. Experimental results show that the method provides a good estimation, even when the signal power is below the noise power.Keywords: Code estimation, genetic algorithms, spread spectrum.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15701023 Genetic-Fuzzy Inverse Controller for a Robot Arm Suitable for On Line Applications
Authors: Abduladheem A. Ali, Easa A. Abd
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The robot is a repeated task plant. The control of such a plant under parameter variations and load disturbances is one of the important problems. The aim of this work is to design Geno-Fuzzy controller suitable for online applications to control single link rigid robot arm plant. The genetic-fuzzy online controller (indirect controller) has two genetic-fuzzy blocks, the first as controller, the second as identifier. The identification method is based on inverse identification technique. The proposed controller it tested in normal and load disturbance conditions.Keywords: Fuzzy network, genetic algorithm, robot control, online genetic control, parameter identification.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14581022 A Dynamic Hybrid Option Pricing Model by Genetic Algorithm and Black- Scholes Model
Authors: Yi-Chang Chen, Shan-Lin Chang, Chia-Chun Wu
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Unlike this study focused extensively on trading behavior of option market, those researches were just taken their attention to model-driven option pricing. For example, Black-Scholes (B-S) model is one of the most famous option pricing models. However, the arguments of B-S model are previously mentioned by some pricing models reviewing. This paper following suggests the importance of the dynamic character for option pricing, which is also the reason why using the genetic algorithm (GA). Because of its natural selection and species evolution, this study proposed a hybrid model, the Genetic-BS model which combining GA and B-S to estimate the price more accurate. As for the final experiments, the result shows that the output estimated price with lower MAE value than the calculated price by either B-S model or its enhanced one, Gram-Charlier garch (G-C garch) model. Finally, this work would conclude that the Genetic-BS pricing model is exactly practical.Keywords: genetic algorithm, Genetic-BS, option pricing model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22441021 Simulation of Robotic Arm using Genetic Algorithm and AHP
Authors: V. K. Banga, Y. Singh, R. Kumar
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In this paper, we have proposed a low cost optimized solution for the movement of a three-arm manipulator using Genetic Algorithm (GA) and Analytical Hierarchy Process (AHP). A scheme is given for optimizing the movement of robotic arm with the help of Genetic Algorithm so that the minimum energy consumption criteria can be achieved. As compared to Direct Kinematics, Inverse Kinematics evolved two solutions out of which the best-fit solution is selected with the help of Genetic Algorithm and is kept in search space for future use. The Inverse Kinematics, Fitness Value evaluation and Binary Encoding like tasks are simulated and tested. Although, three factors viz. Movement, Friction and Least Settling Time (or Min. Vibration) are used for finding the Fitness Function / Fitness Values, however some more factors can also be considered.Keywords: Inverse Kinematics, Genetic Algorithm (GA), Analytical Hierarchy Process (AHP), Fitness Value, Fitness Function.
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